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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
145
Maurer, Raimond
78
Platen, Eckhard
59
Gollier, Christian
54
Korn, Ralf
48
Mitchell, Olivia S.
47
Uppal, Raman
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Satchell, Stephen
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Ang, Andrew
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Guidolin, Massimo
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Markowitz, Harry
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Prigent, Jean-Luc
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Levy, Haim
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Li, Duan
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Zagst, Rudi
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Bodie, Zvi
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Schenk-Hoppé, Klaus Reiner
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Van Wincoop, Eric
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Härdle, Wolfgang
30
Kane, Alex
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Blake, David
29
Gomes, Francisco J.
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Hens, Thorsten
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Kraft, Holger
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Račev, Svetlozar T.
29
Albrecht, Peter
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Lucas, André
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Bayraktar, Erhan
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Bonaparte, Yosef
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Guasoni, Paolo
27
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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International Association for the Study of Insurance Economics
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Pensions Institute
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Universität Mannheim
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OECD
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Judge Institute of Management Studies
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
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Technische Universität Ilmenau
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The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
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Insurance / Mathematics & economics
326
European journal of operational research : EJOR
319
Journal of banking & finance
289
NBER working paper series
272
NBER Working Paper
221
Finance research letters
220
Working paper / National Bureau of Economic Research, Inc.
213
Journal of economic dynamics & control
181
Finance and stochastics
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
155
Quantitative finance
147
Journal of financial economics
145
The journal of portfolio management : a publication of Institutional Investor
133
Research paper series / Swiss Finance Institute
127
Management science : journal of the Institute for Operations Research and the Management Sciences
123
Risks : open access journal
122
Journal of empirical finance
118
The review of financial studies
103
The journal of finance : the journal of the American Finance Association
102
International review of financial analysis
101
Economics letters
100
The European journal of finance
99
International review of economics & finance : IREF
98
Economic modelling
92
Discussion paper / Centre for Economic Policy Research
88
Computational economics
87
Swiss Finance Institute Research Paper
86
Applied economics
84
The journal of portfolio management : JPM
84
The journal of asset management
82
The North American journal of economics and finance : a journal of financial economics studies
80
Mathematics and financial economics
78
Journal of risk and financial management : JRFM
76
Discussion paper / Tinbergen Institute
74
Discussion papers / CEPR
74
SpringerLink / Bücher
72
Mathematical methods of operations research
68
Journal of mathematical finance
65
Journal of investment management : JOIM
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ECONIS (ZBW)
22,402
RePEc
1
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1
Inwestycje finansowe i ubezpieczenia - tendencje ´swiatowe a polski rynek
Jajuga, Krzysztof
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009410798
Saved in:
2
Insurers' loss portfolio similarity and climate risk
insurance
cost : a spatial analysis of US homeowners
insurance
market
Sun, Tao
- In:
Risks : open access journal
13
(
2025
)
2
,
pp. 1-18
This study examines the geographical spillover of the state-level average homeowners
insurance
cost for 48 US … found a significant positive spillover of average homeowners
insurance
cost as indicated by a large spatial autoregressive … average homeowners
insurance
cost. We conduct several robustness tests and show that the baseline results are robust if …
Persistent link: https://www.econbiz.de/10015334604
Saved in:
3
Studia ubezpieczeniowe
Handschke, Jerzy
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10013444607
Saved in:
4
The Optimal Allocation of Longevity Risk with Perfect
Insurance
Markets
Bommier, Antoine
-
2018
This paper discusses the allocation of aggregate longevity risk in the case of perfect
insurance
markets. We show that … the optimal allocation transfers some risk to the pensioners, even if pension providers have access to a perfect
insurance
…
Persistent link: https://www.econbiz.de/10012927909
Saved in:
5
Risky asset allocation and consumption rule in the presence of background risk and
insurance
markets
Lin, Wen-chang
;
Lu, Jin-ray
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 150-158
Persistent link: https://www.econbiz.de/10009501690
Saved in:
6
Contagion modeling between the financial and
insurance
markets with time changed processes
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
Saved in:
7
Diversification in catastrophe
insurance
markets
Cui, Hengxin
;
Ken Seng Tan
;
Yang, Fan
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
Saved in:
8
Insurers, consumers, and correlated risks
Schoder, Johannes
;
Zweifel, Peter
;
Eugster, Patrick
- In:
The journal of insurance issues : official journal of …
36
(
2013
)
2
,
pp. 194-222
Persistent link: https://www.econbiz.de/10010197173
Saved in:
9
Actuarial geometry
Mildenhall, Stephen J.
- In:
Risks : open access journal
5
(
2017
)
2
,
pp. 1-44
. The asset modeling framework leads to the proliferation of inappropriate assumptions about the effect of
insurance
line of …
insurance
parameter risk. …
Persistent link: https://www.econbiz.de/10011687307
Saved in:
10
Optimal equity protection of Solvency II regulated portfolios
Vaucher, Benoit
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10011847474
Saved in:
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